ADM 2302 Lecture Notes - Linear Programming

• School: University of Ottawa
• Department: Administration
• Course: ADM 2302
• Professor: Wojtek Michalowski

Document Summary

Integerlinear programs are lp models with some or all of the decision variables restricted to integer values only. Lp in which all the decision variables are restricted to be integers is called an all-integer linear program. Lp in which only a subset of the decision variables is restricted to be integers is called a mixed-integer linear program. Rounding off the lp solution is one way to reach integer solution values, but it often does not yield the optimal. An important concept to understand is that an ip solution can never be better than the solution to its lp counterpart. The ip is always worse in terms of higher cost or lower profit. Ip solutions are usually not at corner points. If some or all of the decision variables in lp are restricted to be either 0 or 1, the problem is called a zero-one (or binary) integer linear program.